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Monthly Archives: May 2013

Fixed Income Risk: Calculating Value at Risk (VaR) for Bonds. Here are two common challenges that come up when we apply risk management concepts to individual bonds and bond portfolios within fixed income investment management: a) How do you measure risk of a newly issued bond that

About FinanceTrainingCourse.com – our story Sometimes when you have been working on an idea for a decade and a half it is easy to assume that everyone loves it as much as you do. Or is aware of the back story behind the business. This

Yahoo-Tumblr acquisition – How did the math work out? I think there are multiple methods at work here: a) Traffic Integration – What is Tumblr’s Traffic worth to Yahoo? What can Yahoo sell to these customers or sell these customers for? Over the next 5 years how

Value at Risk – Calculating Portfolio VaR for multiple securities with & without VCV Matrix . In an earlier VCV Matrix post we had presented the theoretical proof of how the portfolio VaR obtained using the short cut weighted average return method produces the same

Nate Silver – Signal vs Noise. Book review Overconfidence regarding our prediction skills often leads to worse predictions in situations where there is a high level of uncertainty surrounding an event. In the book by Nate Silver “The signal and the noise – why so

Table H Recently a visitor to FinanceTrainingCourse.com, who had seen our basic introductory course on developing commutation functions, requested us to recreate the commutation tables used by the IRS in the US, Table H. Table H contains commutations factors, at various interest rates, that are used